import Mathlib import OAI.Probability.GaussianInformation.Kernel.MassContinuity namespace OAI open MeasureTheory ProbabilityTheory Metric Set open scoped ENNReal open MeasureTheory ProbabilityTheory Set open scoped ENNReal open MeasureTheory ProbabilityTheory open MeasureTheory open scoped ENNReal namespace KernelPotential.NoisyDrift open MeasureTheory ProbabilityTheory Set Filter open scoped ENNReal Topology open Projection Projection.Support GaussianTools ReferenceGaussian Noise Bayes DriftTools.FiniteReference EntropySupport Coercivity namespace LocalRule lemma positive_mass {k d N : ℕ} (rule : LocalRule k d N) (hN : 0 < N) (ν : Measure (Ambient d)) [IsProbabilityMeasure ν] (ε : ℝ) (hε : 0 < ε) (hε1 : ε ≤ 1) (w : Fin N) : mass ν ((rule.positive hN ε hε hε1).exactResponse w)=(1-ε)*mass ν (rule.response w)+ε/(N:ℝ) := by simp_rw [mass,rule.positive_response] rw [integral_add ((integrable_rule ν _ (rule.measurable_response w) (fun s => (rule.response_bounds w s).1) (fun s => (rule.response_bounds w s).2)).const_mul _) (integrable_const _),integral_const_mul] simp lemma positive_post_zero {k d N : ℕ} (rule : LocalRule k d N) (hN : 0 < N) (ν : Measure (Ambient d)) [IsProbabilityMeasure ν] (w : Fin N) (ha : mass ν (rule.response w)=0) (ε : ℝ) (hε : 0 < ε) (hε1 : ε ≤ 1) : post ν ((rule.positive hN ε hε hε1).exactResponse w)=ν := by have hr : rule.response w=ᵐ[ν] 0 := (integral_eq_zero_iff_of_nonneg (fun s => (rule.response_bounds w s).1) (integrable_rule ν _ (rule.measurable_response w) (fun s => (rule.response_bounds w s).1) (fun s => (rule.response_bounds w s).2))).mp ha have hp : 0 < ε/(N:ℝ) := div_pos hε (by exact_mod_cast hN) rw [post,rule.positive_mass hN ν ε hε hε1 w,ha,mul_zero,zero_add] calc _ = ν.withDensity (fun _ => (1:ℝ≥0∞)) := withDensity_congr_ae (by filter_upwards [hr] with s hs rw [rule.positive_response,hs,Pi.zero_apply,mul_zero,zero_add,div_self hp.ne'] simp) _ = ν := by simp end LocalRule lemma borel_bound {d N : ℕ} (hd : 16 ≤ d) (hN : 0 < N) (ν : Measure (Ambient d)) [IsProbabilityMeasure ν] {H : ℝ} (hH : 1 ≤ H) (hν : ν ≤ ENNReal.ofReal H • sphereProbability d) (rule : LocalRule (d/16) d N) : (∑ w,mass ν (rule.response w)*Phi (post ν (rule.response w))) ≤ Phi ν+95*(d:ℝ)+6*Real.log H/(d:ℝ)+2*Real.log (N:ℝ)/(d:ℝ)+Real.log (N:ℝ)/(d/16:ℕ) := by let ε : ℕ → ℝ := fun n => (1/2:ℝ)/((n:ℝ)+1) have hε (n) : 0 < ε n := div_pos (by norm_num) (by positivity) have hε2 (n) : ε n ≤ (1/2:ℝ) := div_le_self (by norm_num) (by have : (0:ℝ) ≤ n := Nat.cast_nonneg n; linarith) have hε1 (n) : ε n ≤ 1 := (hε2 n).trans (by norm_num) have ht : Tendsto ε atTop (𝓝 0) := by have hh := tendsto_const_nhds.mul (tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)) (a := (1/2:ℝ)) simpa only [mul_one_div,mul_zero] using hh let R := fun n => rule.positive hN (ε n) (hε n) (hε1 n) have hconv (w : Fin N) : Tendsto (fun n => mass ν ((R n).exactResponse w)*Phi (post ν ((R n).exactResponse w))) atTop (𝓝 (mass ν (rule.response w)*Phi (post ν (rule.response w)))) := by have hg0 (s) := (rule.response_bounds w s).1 have hg1 (s) := (rule.response_bounds w s).2 have ha0 : 0 ≤ mass ν (rule.response w) := integral_nonneg hg0 by_cases haz : mass ν (rule.response w)=0 · have he (n) : post ν ((R n).exactResponse w)=ν := rule.positive_post_zero hN ν w haz (ε n) (hε n) (hε1 n) simp_rw [he,show ∀ n,mass ν ((R n).exactResponse w)=(1-ε n)*mass ν (rule.response w)+ε n/(N:ℝ) from fun _ => rule.positive_mass hN ν _ _ _ w,haz,mul_zero,zero_add,zero_mul] simpa using (ht.div_const (N:ℝ)).mul_const (Phi ν) · have hap : 0 < mass ν (rule.response w) := lt_of_le_of_ne ha0 (Ne.symm haz) apply tendsto_weighted_Phi_mass_positive hd ν (lt_of_lt_of_le zero_lt_one hH) hν (fun n => (R n).exactResponse w) (rule.response w) (fun n => (R n).measurable_exactResponse w) (rule.measurable_response w) (fun n s => (R n).lower_pos.le.trans ((R n).exactResponse_bounds w s).1) hg0 (half_pos hap) (fun n => ?_) (by linarith) (fun n s => ((R n).exactResponse_bounds w s).2) hg1 · apply ae_of_all intro s simp_rw [show ∀ n,(R n).exactResponse w s=(1-ε n)*rule.response w s+ε n/(N:ℝ) from fun _ => rule.positive_response hN _ _ _ w s] simpa using (((tendsto_const_nhds (x := (1:ℝ))).sub ht).mul_const (rule.response w s)).add (ht.div_const (N:ℝ)) · change _ ≤ mass ν ((rule.positive hN _ _ _).exactResponse w) rw [rule.positive_mass] have := hε2 n have hp : 0 ≤ ε n/(N:ℝ) := (div_pos (hε n) (by exact_mod_cast hN)).le nlinarith exact le_of_tendsto_of_tendsto' (tendsto_finsetSum _ (fun w _ => hconv w)) tendsto_const_nhds (fun n => positive_borel_bound hd hN ν hH hν (R n)) end KernelPotential.NoisyDrift end OAI